+4.7%
FAST vs FOXA
+7.2%
-2.5%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.4% |
| 7D | +1.3% | -0.6% | +1.9% | +1.3% |
| 30D | -4.7% | +2.3% | -7.1% | -5.0% |
| 3M | +7.9% | -2.8% | +10.8% | +7.3% |
| 6M | +7.4% | +9.6% | -2.2% | +5.3% |
| YTD | +25.1% | -9.9% | +35.0% | +23.6% |
| 1Y | +4.7% | +5.4% | -0.7% | +1.6% |
| All | +4.7% | +7.2% | -2.5% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FOXA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling